Latest Articles for Finance

This article examines feedback effects in contagious McKean-Vlasov problems with common noise.

A new approach to algorithmic recourse that emphasizes risk awareness in decision-making.

A new method to determine prices in dynamic economic environments.

A new model enhances interest rate predictions using three interrelated factors.

Machine learning transforms trading strategies in commodities, creating new opportunities for investors.

A guide to using Hidden Markov Models for analyzing time-dependent data.

Learn how fine-tuning Llama 2 aids in financial news analysis.

Learn how covariance matrix estimation enhances financial decision-making and risk management.

A new method enhances rare event simulation efficiency and reliability in various fields.

Learn about the systems behind lottery ticket designs and their significance.

Learn how chance-constrained programming and the Active Set method improve decision-making under uncertainty.

UBET AMM aims to create fairer and more efficient trading in decentralized exchanges.

Learn how to gather stock data using Python for analysis.

A look at correlation matrices and the Clustered Factor model's strengths and weaknesses.

Examining the key factors behind Silicon Valley Bank's unexpected failure.

Introducing a framework for better analysis of irregularly sampled time series data.

Banks must balance loans and cash to ensure stability.

A new method improves understanding of changing relationships in data.

This study analyzes how quantum computing can improve cryptocurrency arbitrage efficiency.

An overview of stablecoins, their types, challenges, and future directions.

ZIPTF and C-ZIPTF enhance insights in complex data through improved analysis techniques.

A new method improves stock portfolio management using modern data analysis techniques.

FETSGAN improves synthetic time-series data creation for various applications.

A new approach to optimization using Riemannian geometry for better results.

This study enhances ensemble Kalman filters through a novel resampling technique.

A new method to estimate inverse covariance matrices using partial information on variable ordering.

Learn about the various frauds in DeFi and how to protect yourself.

Revolutionizing investment strategies with a combined model for better returns.

Simplifying outlier detection across mixed data types for better analysis.

A look into how AI can explain its reasoning in Answer Set Programming.

AI models assess sentiment in corporate announcements from Korea's top companies.

Introducing a structured framework for better model selection and error management.

This article examines recent advancements in copula families and their applications.

FedLADA improves model training speed and accuracy while ensuring data privacy.

New methods improve detection of unusual patterns in various fields.

A new model improves long-term stock price forecasting accuracy.

New datasets created to analyze crude oil prices and their influencing factors.

Retail investors leverage Twitter and Reddit to influence stock prices.

FEONet combines deep learning and numerical methods to solve parametric PDEs efficiently.

This study analyzes how happiness searches impact stock performance.